+181.3%
MSTR vs XLE
+55.1%
+126.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -8.0% |
| 7D | -8.7% | -10.3% | +1.6% | -4.5% |
| 30D | -21.4% | -3.3% | -18.1% | -21.0% |
| 3M | +31.4% | +8.2% | +23.3% | +23.0% |
| 6M | -30.8% | +5.0% | -35.9% | -34.7% |
| YTD | -14.9% | +40.6% | -55.5% | -37.9% |
| 1Y | -49.3% | +45.0% | -94.3% | -64.2% |
| All | +181.3% | +55.1% | +126.2% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling